+264.3%
STT vs UDR
+47.2%
+217.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.4% | -3.5% | +3.0% | +1.5% |
| 30D | +1.7% | -5.3% | +7.0% | +4.7% |
| 3M | +17.9% | -9.5% | +27.4% | +23.8% |
| 6M | +55.3% | -0.7% | +55.9% | +54.3% |
| YTD | +52.7% | -1.2% | +53.8% | +51.7% |
| 1Y | +75.7% | -5.7% | +81.4% | +78.8% |
| 3Y | +197.9% | +3.7% | +194.2% | +183.5% |
| 5Y | +158.8% | -18.9% | +177.7% | +179.4% |
| All | +264.3% | +47.2% | +217.1% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling